Game doesn't save - glitch

Was finally able to play DOA5 (on the Xbox 360) and came into this weird glitch. Not sure if this is normal or not. My 360 is new (slim) and seems to be working well except for this glitch.

The glitch is that DOA5 will not save my settings. It happens when I change the language to Japanese. I have not tried other settings yet. When I back out of the menu after changing the language to Japanese, it says "Saving", and works fine...until I eject the game and put it back in. Then it resets back to English.

Another strange thing I noticed is that, every time I insert the game it tells me to select a storage device. I click "ok" and no storage device pops up for me to select - it just goes straight to the main menu, almost as if it chose for me or something.

There is also a popup that says something like "there will be a saving icon at the bottom when the game is saving so don't do anything while it's saving" or something.

This issue is only happening to me with DOA5. I'm wondering what's going on!